+81.4%
ILMN vs REPL
+163.1%
-81.7%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.0% | +0.6% | +3.6% |
| 7D | -2.6% | +14.2% | -16.8% | -2.6% |
| 30D | -20.6% | +65.9% | -86.5% | -20.7% |
| 3M | +17.5% | +84.6% | -67.1% | +17.4% |
| 6M | +55.6% | +446.9% | -391.3% | +56.3% |
| YTD | +68.3% | +129.0% | -60.7% | +70.3% |
| All | +81.4% | +163.1% | -81.7% | +83.8% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded REPL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling